Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299082.5645 | 55399.8309 | 243682.7336 | 105350.8448 | -34567.0055 | 139917.8503 |
Total P&L (%) | 299.0826 | 55.3998 | 243.6827 | 105.3508 | -34.567 | 139.9179 |
Avg Daily Profit (%) | 0.2026 | 0.0375 | 0.165 | 0.0487 | -0.0287 | 0.0593 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155911 | -34157 | -157014 | -882270 | -281486 | -834842 |
Profit Factor | 1.5373 | 1.3281 | 1.6283 | 1.0548 | 0.9362 | 1.1015 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 59.2814 | 55.9524 | 62.6506 | 59.2814 | 55.9524 | 62.6506 |
Ratio Avg Win / Avg Loss | 1.0559 | 1.0455 | 0.9707 | 0.7245 | 0.737 | 0.6566 |
Largest Winning Trade | 38071 | 23760 | 38071 | 233297 | 76507 | 233297 |
Largest Losing Trade | -73415 | -18596 | -73415 | -441442 | -110683 | -441442 |
Avg Bars in Trades | 96 | 21 | 171 | 96 | 21 | 171 |
Avg Bars in Winners | 92 | 19 | 158 | 92 | 19 | 158 |
Avg Bars in Losers | 101 | 23 | 194 | 101 | 23 | 194 |
Bars Traded | 16082 | 1819 | 14264 | 16082 | 1819 | 14264 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405164 | -142778 | 331669 | -287597 | -580057 | -222761 |
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{ "first_band": { "type": "dcm", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 151, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 151, "offset": 0, "scalar": 3 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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